+758.5%
EWZ vs TECK
+1,968.8%
-1,210.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | -26.2% | -7.6% | -18.5% | -24.5% |
| 3M | -8.6% | -5.9% | -2.8% | -7.5% |
| 6M | -17.0% | -2.8% | -14.2% | -17.8% |
| YTD | +2.2% | +31.8% | -29.7% | -9.8% |
| 1Y | +2.7% | +49.1% | -46.4% | -13.4% |
| 3Y | +18.2% | +83.0% | -64.8% | -11.7% |
| 5Y | +56.0% | +150.6% | -94.6% | -2.1% |
| 10Y | +60.8% | +219.0% | -158.1% | -21.1% |
| All | +758.5% | +1,968.8% | -1,210.2% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling